full-time
Commodity Quantitative Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- London
- Working pattern
- on-site
About the role
Work with the portfolio manager on alpha research, from idea generation through backtesting, for cross-product systematic commodity strategies. Use models to identify and optimize trading strategies in market data, and contribute to the research and trading pipeline, including risk and factor modeling. An advanced degree in a quantitative field and demonstrated commodities experience are required, ideally covering power, metals, and agricultural products. Candidates should have experience contributing to fundamental modeling architecture, thrive in a fast-paced environment, and be proficient in at least one of Python, R, MATLAB, C++, or C#.